+83.6%
USB vs EWJ
+127.4%
-43.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.7% |
| 7D | -0.5% | -1.9% | +1.3% | +0.8% |
| 30D | +5.7% | -5.3% | +11.1% | +10.5% |
| 3M | -4.7% | -4.3% | -0.4% | -1.5% |
| 6M | +13.4% | +0.4% | +13.0% | +11.1% |
| YTD | +17.0% | +14.7% | +2.3% | +0.1% |
| 1Y | +32.4% | +14.7% | +17.6% | +13.1% |
| 3Y | +101.7% | +66.2% | +35.5% | +15.7% |
| 5Y | +24.4% | +50.2% | -25.8% | -20.4% |
| 10Y | +83.6% | +127.1% | -43.5% | -21.1% |
| All | +83.6% | +127.4% | -43.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling